IntraAlpha
Create free account Start free

Tradr 2X Long TTMI Daily ETF TTMX

i

Market datapartial · fetched 2026-10-22T22:06:22.353Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:57:10.720964605Z

FundamentalsAlpha Vantage · unavailable

Share price$2.50
1D-40.6%
AH$2.11$2.68$3.24$3.80$4.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTMX
Sold putSold callAH

Tradr 2X Long TTMI Daily ETF options

Live interpolated TTMX call and put midpoint premiums by absolute delta.Tradr 2X Long TTMI Daily ETF$0.39$0.71$1.04$1.36$1.69$-0.47$2.61$5.69$8.76$11.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTMX spot · $2.50TTMX PRICE$0.42$0.44$0.47$0.54$0.61$0.69$0.78$0.86$0.95$1.08$0.52$0.56$0.62$0.68$0.74$0.79$0.85$0.97$1.13$1.28$1.44$1.60
PutsCheap0.95×
CallsExpensive1.79×
SkewBullish-67.83 pp
Implied moveBearish±$1.39
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.74395.5%51.1%
25Δ2.03315.9%41.2%
30Δ2.21293.7%36.3%
35Δ8.93445.2%274.3%2.39271.5%31.4%
40Δ5.35354.3%131.6%2.57249.3%26.5%
45Δ4.08307.4%82.3%2.75227.1%21.7%
50Δ3.62299.4%66.5%2.93204.9%16.8%
55Δ3.22294.4%53.1%3.13193.7%13.7%
60Δ2.87289.0%42.2%3.34189.1%11.6%
65Δ2.58283.2%34.2%3.55184.5%9.5%
70Δ2.29277.4%26.2%3.75179.8%7.5%
75Δ2.01271.5%18.2%3.96175.2%5.4%
80Δ1.78256.8%14.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.74
IV
395.5%
B/E move
51.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
315.9%
B/E move
41.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
293.7%
B/E move
36.3%

35Δ

Calls
Pseudo strike
8.93
IV
445.2%
B/E move
274.3%
Puts
Pseudo strike
2.39
IV
271.5%
B/E move
31.4%

40Δ

Calls
Pseudo strike
5.35
IV
354.3%
B/E move
131.6%
Puts
Pseudo strike
2.57
IV
249.3%
B/E move
26.5%

45Δ

Calls
Pseudo strike
4.08
IV
307.4%
B/E move
82.3%
Puts
Pseudo strike
2.75
IV
227.1%
B/E move
21.7%

50Δ

Calls
Pseudo strike
3.62
IV
299.4%
B/E move
66.5%
Puts
Pseudo strike
2.93
IV
204.9%
B/E move
16.8%

55Δ

Calls
Pseudo strike
3.22
IV
294.4%
B/E move
53.1%
Puts
Pseudo strike
3.13
IV
193.7%
B/E move
13.7%

60Δ

Calls
Pseudo strike
2.87
IV
289.0%
B/E move
42.2%
Puts
Pseudo strike
3.34
IV
189.1%
B/E move
11.6%

65Δ

Calls
Pseudo strike
2.58
IV
283.2%
B/E move
34.2%
Puts
Pseudo strike
3.55
IV
184.5%
B/E move
9.5%

70Δ

Calls
Pseudo strike
2.29
IV
277.4%
B/E move
26.2%
Puts
Pseudo strike
3.75
IV
179.8%
B/E move
7.5%

75Δ

Calls
Pseudo strike
2.01
IV
271.5%
B/E move
18.2%
Puts
Pseudo strike
3.96
IV
175.2%
B/E move
5.4%

80Δ

Calls
Pseudo strike
1.78
IV
256.8%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations